Alternatives and similar repositories for pythalesians

Users that are interested in pythalesians are comparing it to the libraries listed below

• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆78Updated 7 years ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆243Updated last year
• jeffrey-liang / quantitative
  quantitative - Quantitative finance back testing library
  ☆64Updated 6 years ago
• joosthoeks / jhTAlib
  Technical Analysis Library Time-Series
  ☆154Updated 2 months ago
• quantopian / mlfinlab
  MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…
  ☆62Updated 2 years ago
• vrishank97 / AlgoTrading
  Python Implementations of popular Algorithmic Trading Strategies
  ☆120Updated 7 months ago
• benjaminmgross / visualize-wealth
  portfolio construction and quantitative analysis
  ☆142Updated 10 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 11 years ago
• theoptionlab / theoptionlab
  The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…
  ☆57Updated 2 years ago
• cuemacro / FinancePy
  A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…
  ☆26Updated 4 years ago
• deltaray-io / kelly-criterion
  Kelly Criterion calculation
  ☆100Updated 2 years ago
• aconstandinou / pairs-trading-equities
  ☆25Updated 7 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆68Updated 8 years ago
• decisivealpha / DecisiveML
  Machine learning end-to-end research and trade execution
  ☆98Updated 4 years ago
• aaaquants / LSTM-trading
  ☆25Updated 7 years ago
• chicago-joe / InteractiveBrokers-PairsTrading-Algo
  A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
  ☆91Updated 3 months ago
• jsisaacs / QuantStrategies
  💸 A long-short equity quantitative trading strategy (sentiment-based)
  ☆38Updated 7 years ago
• avinashbarnwal / Momentum-Strategy
  Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel
  ☆41Updated 6 years ago
• gabrielepompa88 / pyBlackScholesAnalytics
  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
  ☆124Updated 3 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆148Updated 2 years ago
• anuragsodhi / Options-Pricing
  Quantitative Finance using python - Derivatives Pricing
  ☆44Updated 7 years ago
• SergioEspinoza / PyAlgoTrading_TradingWithIB
  Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )
  ☆29Updated 4 years ago
• GBERESEARCH / volvisualizer
  Extract and visualize implied volatility from option chain data
  ☆40Updated 2 months ago
• quantroom-pro / pyrenko
  ☆127Updated 6 years ago
• thalesians / pythalesians
  The Thalesians' Python library
  ☆64Updated 8 years ago
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆136Updated 8 months ago
• vollib / py_lets_be_rational
  ☆60Updated last year
• yzoz / python-option-calculator
  Vanilla option pricing and visualisation using Black-Scholes model in pure Python
  ☆133Updated 2 years ago
• ajhpark / ib_nope
  Automated trading system for NOPE strategy over IBKR TWS
  ☆32Updated 4 years ago
• quantstart / qstrader
  QSTrader
  ☆132Updated 6 years ago